CME Swiss Franc Future June 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.1040 |
-0.0036 |
-0.3% |
1.1160 |
| High |
1.1111 |
1.1115 |
0.0004 |
0.0% |
1.1201 |
| Low |
1.1033 |
1.1040 |
0.0007 |
0.1% |
1.1033 |
| Close |
1.1034 |
1.1115 |
0.0081 |
0.7% |
1.1034 |
| Range |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0168 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.0% |
0.0000 |
| Volume |
30 |
74 |
44 |
146.7% |
371 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1315 |
1.1290 |
1.1156 |
|
| R3 |
1.1240 |
1.1215 |
1.1136 |
|
| R2 |
1.1165 |
1.1165 |
1.1129 |
|
| R1 |
1.1140 |
1.1140 |
1.1122 |
1.1153 |
| PP |
1.1090 |
1.1090 |
1.1090 |
1.1096 |
| S1 |
1.1065 |
1.1065 |
1.1108 |
1.1078 |
| S2 |
1.1015 |
1.1015 |
1.1101 |
|
| S3 |
1.0940 |
1.0990 |
1.1094 |
|
| S4 |
1.0865 |
1.0915 |
1.1074 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1593 |
1.1482 |
1.1126 |
|
| R3 |
1.1425 |
1.1314 |
1.1080 |
|
| R2 |
1.1257 |
1.1257 |
1.1065 |
|
| R1 |
1.1146 |
1.1146 |
1.1049 |
1.1118 |
| PP |
1.1089 |
1.1089 |
1.1089 |
1.1075 |
| S1 |
1.0978 |
1.0978 |
1.1019 |
1.0950 |
| S2 |
1.0921 |
1.0921 |
1.1003 |
|
| S3 |
1.0753 |
1.0810 |
1.0988 |
|
| S4 |
1.0585 |
1.0642 |
1.0942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1201 |
1.1033 |
0.0168 |
1.5% |
0.0071 |
0.6% |
49% |
False |
False |
66 |
| 10 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0074 |
0.7% |
58% |
False |
False |
51 |
| 20 |
1.1237 |
1.0946 |
0.0291 |
2.6% |
0.0064 |
0.6% |
58% |
False |
False |
46 |
| 40 |
1.1323 |
1.0946 |
0.0377 |
3.4% |
0.0047 |
0.4% |
45% |
False |
False |
28 |
| 60 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0033 |
0.3% |
55% |
False |
False |
19 |
| 80 |
1.1323 |
1.0862 |
0.0461 |
4.1% |
0.0024 |
0.2% |
55% |
False |
False |
14 |
| 100 |
1.1323 |
1.0779 |
0.0544 |
4.9% |
0.0020 |
0.2% |
62% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1434 |
|
2.618 |
1.1311 |
|
1.618 |
1.1236 |
|
1.000 |
1.1190 |
|
0.618 |
1.1161 |
|
HIGH |
1.1115 |
|
0.618 |
1.1086 |
|
0.500 |
1.1078 |
|
0.382 |
1.1069 |
|
LOW |
1.1040 |
|
0.618 |
1.0994 |
|
1.000 |
1.0965 |
|
1.618 |
1.0919 |
|
2.618 |
1.0844 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.1103 |
1.1111 |
| PP |
1.1090 |
1.1107 |
| S1 |
1.1078 |
1.1103 |
|